TIF earnings butterfly (bullish)

#Earnings Bought to Open $TIF 96/100/102 #BrokenWingButterfly (calls) for 1.50.
Max loss: $150
Downside breakeven: 97.50
Max profit: 2.50 (if pin at 100)
Capped profit at 102 and above: .50

NKE dub cal

#Earnings Bought to Open $NKE Mar22/Mar29 88 #DoubleCalendar for .49.

TIF earnings analysis

#Earnings — $TIF reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 28, 2018 BO -11.82% Biggest DOWN
Aug. 28, 2018 BO +0.99%
May 23, 2018 BO +23.28% Biggest UP
March 16, 2018 BO -5.06%
Nov. 29, 2017 BO -1.58%
Aug. 24, 2017 BO -1.32%
May 24, 2017 BO -8.70%
March 17, 2017 BO +2.71%
Nov. 29, 2016 BO +3.14%
Aug. 25, 2016 BO +6.40%
May 25, 2016 BO +0.06%
March 18, 2016 BO +2.95%

Avg (+ or -) 5.67%
Bias 0.92%, slight positive bias on earnings.

With stock at 100.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 93.90 to 106.10
Based on AVERAGE move over last 12 quarters: 94.33 to 105.67
Based on MAXIMUM move over last 12 Q’s (23.3%): 76.72 to 123.28
Based on DOWN max only (-11.8%): 88.18

Open to requests for other symbols.

NKE earnings analysis

#Earnings — $NKE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Dec. 20, 2018 AC +7.16%
Sept. 25, 2018 AC -1.28%
June 28, 2018 AC +11.12% Biggest UP
March 22, 2018 AC +0.32%
Dec. 21, 2017 AC -2.28%
Sept. 26, 2017 AC -1.91%
June 29, 2017 AC +10.96%
March 21, 2017 AC -7.05% Biggest DOWN
Dec. 20, 2016 AC +0.98%
Sept. 27, 2016 AC -3.77%
June 28, 2016 AC +3.84%
March 22, 2016 AC -3.79%

Avg (+ or -) 4.54%
Bias 1.19%, positive bias on earnings.

With stock at 87.70 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 83.36 to 92.04
Based on AVERAGE move over last 12 quarters: 83.72 to 91.68
Based on MAXIMUM move over last 12 Q’s (12.7%): 77.95 to 97.45
Based on DOWN max only (-7.1%): 81.53

Open to requests for other symbols.

Happy Spring

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WSM earnings analysis

#Earnings — $WSM reports tonight. Below are details on earnings THIRTY-FOUR-day moves over the last 12 quarters, since the next available options are 29 days from expiry.

Thu 11/15/2018 AC -18.61% Biggest DOWN
Wed 08/22/2018 AC +4.62%
Wed 05/23/2018 AC +26.22% Biggest UP
Wed 03/14/2018 AC -9.19%
Thu 11/16/2017 AC +1.95%
Wed 08/23/2017 AC +15.20%
Wed 05/24/2017 AC -2.43%
Wed 03/15/2017 AC +11.99%
Thu 11/17/2016 AC +0.37%
Wed 08/24/2016 AC -6.61%
Wed 05/25/2016 AC -1.78%
Wed 03/16/2016 AC +0.38%

Avg (+ or -) 8.28%
Bias 1.84%, positive bias on earnings.

With stock at 57.50 the data suggests these ranges:
Based on current IV (expected move into APRIL EXPIRATION per TOS): 51.34 to 63.66
Based on AVERAGE move over last 12 quarters: 52.74 to 62.26
Based on MAXIMUM move over last 12 Q’s (26.2%): 42.42 to 72.58
Based on DOWN max only (-18.6%): 46.80

Open to requests for other symbols.

SPX 1-dte closed

#SPX1dte Earlier, bought to close $SPX March 20th 2870 short calls for .05.
Just now, BTC 2790/2770 put spreads for .10.

Sold condors yesterday for .75. Chose to not allow to expire as FOMC announcements are unpredictable. Now, however, as we are dead flat, things look safe for expiry.